-46.7%
QS vs FCUV
-99.4%
+52.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | +1.9% |
| 7D | -3.6% | -66.5% | +62.8% | -2.6% |
| 30D | -17.2% | +5.0% | -22.2% | -18.1% |
| 3M | -27.0% | +63.8% | -90.8% | -33.1% |
| 6M | -24.6% | -67.8% | +43.3% | -27.5% |
| YTD | -49.3% | -82.4% | +33.1% | -50.3% |
| 1Y | -40.3% | -94.7% | +54.4% | -38.7% |
| 3Y | -23.8% | -99.3% | +75.4% | -22.1% |
| 5Y | -75.0% | -99.9% | +24.9% | -73.2% |
| All | -46.7% | -99.4% | +52.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling